FUJIFILM Holdings Total Risk Alpha
| FUJIY Stock | | | USD 9.02 -0.29 -3.11% |
The Total Risk Alpha reading for FUJIFILM Holdings Corp is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Broader indicator relationships are reflected within
Equity Screeners. FUJIFILM Holdings has a market cap of 19.88 B, operating margin of 8.91%, ROE of 8.24%. Use
Investing Opportunities to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. The allocation includes a position in FUJIFILM Holdings Corp. The position falls within the allocation view. The sizing of each position reflects the overall allocation strategy. This view summarizes available data without implying outcomes. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
FUJIFILM Holdings Corp has current Total Risk Alpha of
-0.12. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.12 | |
| ER[a] | = | Expected return on investing in FUJIFILM Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FUJIFILM Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
FUJIFILM Holdings Corp is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare FUJIFILM Holdings to Peers
Other Technical Indicators